-35.6%
FSLR vs PEGA
-46.7%
+11.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.3% | -3.3% |
| 7D | -12.0% | -4.6% | -7.4% | -12.0% |
| 30D | -7.7% | -6.8% | -0.9% | -7.7% |
| 3M | -24.0% | +2.6% | -26.6% | -24.0% |
| 6M | -24.4% | -5.4% | -19.1% | -24.1% |
| YTD | -34.0% | -46.0% | +12.0% | -29.6% |
| 1Y | -35.6% | -45.6% | +10.0% | -31.2% |
| All | -35.6% | -46.7% | +11.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling